BAF Footprint Bars

What It Does

Footprint Bars is a professional-grade footprint engine that transforms raw bid/ask volume data into a clear, actionable view of order flow at every price level inside each bar.

See exactly how the auction unfolded: traded volume, bid/ask balance, and delta at each price – revealing absorption, exhaustion, and initiative where aggressive buyers or sellers stepped in (or were absorbed).

With full Tick Replay support, you can review historical sessions bar-by-bar and seamlessly switch to live trading with the same high-fidelity footprint view.

Key Features

• Multiple visualization modes: Volume, Bid/Ask, Delta, and Percentage views with independent left/right profiles, text positioning, and customizable color schemes.
• Advanced imbalance detection: Horizontal, diagonal, and stacked imbalances with “extend until tested” zones to track key response levels throughout the session.
• Per-bar POC & clustering: Automatically highlights the Point of Control and high-volume clusters inside each bar, exposing true intrabar support, resistance, and rotation zones.
• Integrated volume profile overlay: Optional per-bar volume distribution without needing a separate indicator.
• Zero-print & last-tick highlights: Instantly spot untouched prices and the final trade location inside the footprint.

Built for Real Trading

Performance-tuned with intelligent caching and snapshotting to remain responsive during multi-day Tick Replay and heavy multi-chart workspaces.

Works seamlessly across index futures, bonds, FX futures, and any electronically traded market where market depth and time-and-sales behavior matter.

Designed to integrate cleanly with your existing tools (DOM, VWAP, volume profiles) – flexible layout and color controls mean no forced workflow changes.